Universal bounds for fixed point iterations via optimal transport metrics

Autor: Bravo, Mario, Champion, Thierry, Cominetti, Roberto
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
Popis: We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for general Krasnosel'skii-Mann fixed point iterations for non-expansive maps. We also describe some of their very special properties, including their monotonicity and the so-called "convex quadrangle inequality" that yields a greedy algorithm to compute them efficiently.
Databáze: arXiv